NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 3.860 3.928 0.068 1.8% 4.070
High 3.980 3.945 -0.035 -0.9% 4.088
Low 3.847 3.779 -0.068 -1.8% 3.828
Close 3.932 3.824 -0.108 -2.7% 3.855
Range 0.133 0.166 0.033 24.8% 0.260
ATR 0.115 0.119 0.004 3.2% 0.000
Volume 44,258 47,237 2,979 6.7% 250,538
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.347 4.252 3.915
R3 4.181 4.086 3.870
R2 4.015 4.015 3.854
R1 3.920 3.920 3.839 3.885
PP 3.849 3.849 3.849 3.832
S1 3.754 3.754 3.809 3.719
S2 3.683 3.683 3.794
S3 3.517 3.588 3.778
S4 3.351 3.422 3.733
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.704 4.539 3.998
R3 4.444 4.279 3.927
R2 4.184 4.184 3.903
R1 4.019 4.019 3.879 3.972
PP 3.924 3.924 3.924 3.900
S1 3.759 3.759 3.831 3.712
S2 3.664 3.664 3.807
S3 3.404 3.499 3.784
S4 3.144 3.239 3.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.998 3.779 0.219 5.7% 0.128 3.3% 21% False True 48,095
10 4.088 3.779 0.309 8.1% 0.128 3.3% 15% False True 48,933
20 4.088 3.753 0.335 8.8% 0.119 3.1% 21% False False 68,091
40 4.088 3.200 0.888 23.2% 0.111 2.9% 70% False False 55,763
60 4.088 3.200 0.888 23.2% 0.106 2.8% 70% False False 46,351
80 4.088 3.200 0.888 23.2% 0.105 2.8% 70% False False 40,353
100 4.088 3.114 0.974 25.5% 0.105 2.8% 73% False False 36,277
120 4.088 3.114 0.974 25.5% 0.103 2.7% 73% False False 33,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.651
2.618 4.380
1.618 4.214
1.000 4.111
0.618 4.048
HIGH 3.945
0.618 3.882
0.500 3.862
0.382 3.842
LOW 3.779
0.618 3.676
1.000 3.613
1.618 3.510
2.618 3.344
4.250 3.074
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 3.862 3.880
PP 3.849 3.861
S1 3.837 3.843

These figures are updated between 7pm and 10pm EST after a trading day.

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